Pulkit Gupta

Background

About Pulkit Gupta

Pulkit is a financial professional who has accumulated years of experience in risk factor modelling, alpha factor modelling, portfolio construction, alternative risk premia and quantitative investment strategies working across asset classes ( EQ, FX, Rates, Credit, Commodities) in both buy-side and sell-side. Currently Pulkit is working as a QIS structurer in Societe General in its Global Market division covering Japanese clients and making revenue for the firm. Previously Pulkit was working in a boutique investment management firm ( Versor Investments) as a quantitative researcher working closely with Investment Committee to design strategies for both Global Macro as well as Stock Selection. Previous Pulkit was working as a Quantitative Research Analyst in the Fixed Income Risk Factor Research team part of Portfolio Risk Modelling in the Financial Modelling Group (FMG), BlackRock. The team owns the risk factor models for all the fixed income asset classes. He was actively involved in maintaining existing risk models, backtesting them, improving them and researching new risk factors for non-covered asset classes. Pulkit has graduated with Masters in Financial Engineering and Bachelors in Agricultural and Food Engineering from Indian Institute of Technology Kharagpur. He was awarded with 'Institute Silver Medal' for the top rank in his class. He is also actively pursuing Financial RisK Manager certification, Chartered Financial Analyst and Actuaries India Core Technical Papers. He has also published his two research papers in academic journals. His key research areas include active portfolio management, quantitative trading strategies and derivative pricing.